TradeEventArgs Class | Table of Content | AggressorSide Property |
TradeEventArgs Properties |
The TradeEventArgs type exposes the following members.
Name | Description | |
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AggressorSide |
Used to identify which side of a trade the aggressor was on.
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
ExtraFlags |
Extra flags.
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FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
IsAdjustedTrade |
Indicate if the trade is an adjusted trade.
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IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
IsImpliedSpreadAtMarketOpen |
Indicate if the trade happens at market open due to spread implied.
When flag is true, such deal should not be included in market stats.
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IsSystemPricedLeg |
Indicate if it is a system priced leg.
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Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
MarketId |
MarketID of the instrument that was traded.
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NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
OffMarketTradeType |
Only for off market trade. The first character is `' '` when it is a
regular trade. One or two null characters (`'\\0'`) will be appended
to the end of this field when applicable. See Appendix B for the codes
and descriptions.
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Price |
Price of the trade. `DealPriceDenominator` for the market should be
applied to get the real price.
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Quantity |
Trade quantity.
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ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
RequestTradingEngineReceivedTimestamp |
This field can be used to get the time the trading engine received the
request that triggers this message. The format is nanoseconds since
Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
might be supported later. Note: This field could be set to different
values or `0` for some scenarios. Please refer to the FAQs for more
details.
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SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
SequenceNumber |
Each message is assigned a sequence number that increases monotonically on the server side. To save
bandwidth, the sequence number is a field in the block header, instead of every message. The sequence number
for the first message is used in the header, and the client is expected to derive the sequence numbers for
subsequent messages in the block. In the case of a heartbeat which includes only header in the block, the
expected next sequence number is used.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
SequenceWithinMillis |
Can be used in conjunction with `TransactDateTime` field for sequence
of deals within same milliseconds time.
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SessionNumber |
The session number is used so that a client can easily detect when a new session has started after the daily
maintenance window or failure on the server side. It should stay the same for a given multicast channel until a
new session has started. It should be noted that the same number can be used by different multicast channels.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.) | |
SystemPricedLegType |
Indicates type of system priced leg.
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TradeId |
Unique identifier of the trade message, unique per market.
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TransactDateTime |
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
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